I'm relatively new to lucid dreaming, and have been attempting WILDS each night. I sometimes try them "from cold" and start as a I'm going to sleep, and others I wake myself up for.

To begin, I lie down on my back and focus on getting relaxed. After a minute or two, I focus on breathing. After a while this becomes regular. Now from here it goes different ways. Usually if I'm trying "from cold" I relax for about 20-40 minutes, focusing on the blackness of my eyes. I sometimes get small colors and lights, but nothing after that and it fades away. The other way happens when I wake using an alarm. I get up and wake myself up, and lay down. After a while, I see lots of colors and lights, and my body feels heavy, though I can still move it. Before I fall asleep, which happens a lot, hear a small buzzing noise.

What am I doing wrong? What am I doing right? Please leave a comment, so I can improve

Pretty much sounds like you are doing things right. The only thing you might be doing wrong is not having enough patience. From what I've read, it's seems like people including me, need about 3-6 months to learn and that's working on it pretty much full time. Just keep at it and don't worry, it will happen.

Have you ever had a dream, Neo, that you were so sure was real? What if you were unable to wake from that dream? How would you know the difference between the dream world and the real world? Morpheus

I have never really been that sucessful at doing WILDS cold, but trying sort of helps improve my chances when I do them in the morning.

Anyway I also get that buzzing noise occasionally, sometimes its extremely intense and it can be kind of discomforting.

Keep up what your doing the morning part sounds like your making progress, eventually you will just slip into dreams while doing the WILD without even trying and you will be lucid, or you will get carried away with a thought and you will realise its a dream spontaneously.

"There is theoretical abstraction, and then there is true abstraction."